+252.9%
DXCM vs BAX
-36.7%
+289.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | -0.1% | -2.3% |
| 7D | -6.2% | -2.4% | -3.8% | -5.3% |
| 30D | -0.3% | -9.7% | +9.5% | +4.0% |
| 3M | +10.3% | +29.3% | -18.9% | -1.5% |
| 6M | +24.1% | +40.7% | -16.5% | +6.4% |
| YTD | +27.4% | +30.3% | -2.9% | +11.3% |
| 1Y | +8.4% | +3.4% | +5.0% | +3.8% |
| 3Y | -19.0% | -32.0% | +13.0% | -10.2% |
| 5Y | -38.6% | -66.9% | +28.3% | -5.5% |
| 10Y | +252.9% | -37.1% | +290.0% | +288.3% |
| All | +252.9% | -36.7% | +289.7% | +288.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling